make_step_allocation_path: Creates an allocation path with discrete steps

In ryanholbrook/investmentsim: Investment Simulator

Description

Give a list of n asset_names, a list of k dates, and k+1 lists of n percents, will return an allocation function that changes stepwise from one percent to the next on the specified dates. The first allocation is the beginning, and should not have a date.

Usage

make_step_allocation_path(asset_names, change_dates, asset_percents)

Arguments

asset_names	a vector of strings identifying each holding
change_dates	a vector of dates indicating when to change allocations
asset_percents	a list of vectors of numbers between 0 and 1 identifying the percentage desired of each holding. See above for structure.

Value

an allocation path object

ryanholbrook/investmentsim documentation built on Nov. 5, 2019, 5:10 a.m.